FUTURES

EXCH

SIZE

MONTHS TRADED

LOCAL TRADING HOURS

MIN. FLUCTUATION

DAILY LIMIT

Financials:

 

 

 

 

 

 

Austral. Govt. Bond–10Yr.

SFE

A$100,000

H, M, U, Z

8:30–16:30; 17:10–7:30 (p)

.005%/Annum ~ A$40.00

None

Austral. Govt. Bond–3Yr.

SFE

A$100,000

H, M, U, Z

8:30–16:30; 17:10–7:30 (p)

.01%/Annum ~ A$ 28.00

None

Bank Bill–90-day

NZFOE

NZ$1,000,000

H, M, U, Z

8:30–16:30; 17:40–7:00

.01%/Annum

None

Bank Bill–90-day

SFE

A$1,000,000

H, M, U, Z

8:30–16:30; 17:10–7:30 (p)

.01%/Annum ~ A$24.00

None

Can. Bankers Acceptance

ME

C$1,000,000

All 12 months

8:00–15:00

.01 = C$25.00 (b)

Pls. consult exchange

Can. Govt. Bond–2Yr.

ME

C$100,000

H, M, U, Z

8:20–15:00

.01 = C$10.00

3.00 = C$3,000

Can. Govt. Bond–10Yr.

ME

C$100,000

H, M, U, Z

8:20–15:00

.01 = C$10.00

3.00 = C$3,000

Euribor (3-mo.)

EUREX

€1,000,000

H, M, U, Z

8:00–19:00

.005 =  €12.50

None

Euribor (3-mo.)

LIFFE

€1,000,000

All 12 months

LIFFE CONNECT 7:00–18:00

.005 =  €12.50

None

Euro BOBL

EUREX

€100,000

H, M, U, Z

8:00–19:00

.01 =  €10.00

None

Euro Bund

EUREX

€100,000

H, M, U, Z

8:00–19:00

.01 =  €10.00

None

Eurodollar

CME

$1,000,000

All 12 months

7:20–14:00; Globex 17:00–16:00 (d)

.01 = $25.00 (b)

None (Globex = 200pts.)

Eurodollar

LIFFE

$1,000,000

All 12 months

LIFFE CONNECT 7:00–21:00

.005 =US$12.50

None

Eurodollar

SGX

US$1,000,000

All 12 months

7:45–19:00; MOS 21:20–4:00

.005 =US$12.50 (b)

None

Eurodollar-mini-sized

CBT

$500,000

H, M, U, Z

electronic 20:00–16:00 (i)

.005 =$6.25

None

Euro Schatz

EUREX

€100,000

H, M, U, Z

8:00–19:00

.005 =  €5.00

None

Euro Swapnotes-2 yr.

LIFFE

€100,000

H, M, U, Z

LIFFE CONNECT 7:00–18:00

.005 = €5.00

None

Euro Swapnotes-5/10 yr.

LIFFE

€100,000

H, M, U, Z

LIFFE CONNECT 7:00–18:00

.01 = €10.00

None

Euroswiss (3-mo.)

LIFFE

SF1,000,000

H, M, U, Z

LIFFE CONNECT 7:30–18:00

.01 = SF25.00

None

EuroYen

CME

¥100,000,000

H, M, U, Z

7:20–14:00; SGX: 21:20–4:00

.005 = ¥1,250.00

None

EuroYen (LIBOR)

SGX

¥100,000,000

H, M, U, Z

7:43-19:05; Elec 7:40-19:05; MOS 21:20-4:00

.005 = ¥1,250.00

None

EuroYen (TIBOR)

SGX

¥100,000,000

H, M, U, Z

7:43-19:05; Elec 7:40-19:05; MOS 21:20-4:00

.005 = ¥1,250.00

None

EuroYen (3-mo.)

TIFFE

¥100,000,000

H, M, U, Z

9:00-11:30; 12:30-15:30; 15:30-18:00

.005 = ¥1,250.00

None

Interbank Cash-30 day

SFE

A$3,000,000

All 12 months

8:30–16:30; 17:10–7:30 (p)

.01% =A$24.66

None

HIBOR (3-mo.)

HKEx

HK$5,000,000

All 12 months

8:30–12:00; 13:30–17:00

.01 = HK$125.00

None

Japanese Govt. Bond

LIFFE

¥100,000,000

H, M, U, Z

LIFFE CONNECT 7:00–16:00

.01 = ¥10,000.00

Pls. consult exchange

Jap. Govt. Bonds-mini

SGX

¥10,000,000

H, M, U, Z

7:45–14:15

¥.01 = ¥100

None

Jap. Govt. Bonds (5/10-yr.)

TSE

¥100,000,000

H, M, U, Z

9:00–11:00; 12:30–15:10 (s)

.01 pt. = ¥10,000

Pls. consult exchange

Korean T-Bond-3 Yr

KOFEX

KRW 100million

H, M, U, Z

9:00–15:00

.01 = KRW 10,000

None

LIBOR (1-mo.)

CME

$3,000,000

All 12 months

7:20–14:00; Globex 17:00–16:00 (d)

.005 = $12.50 (b)

None (Globex 200 pts.)

Long Gilt

LIFFE

£100,000

H, M, U, Z

LIFFE CONNECT 8:00–18:00

.01 = £10.00

None

Muni Notes 10 yr.

CBT

$100,000

H, M, U, Z

7:20–14:00; electronic 19:04–16:00 (i)

1/32 = $31.25

None

Short Sterling

LIFFE

£500,000

All 12 months

LIFFE CONNECT 7:30–18:00

.01 = £12.50

None

Singapore Dollar

SGX

S$1,000,000

All 12 months

8:45–17:00

.005 = S$12.50 (b)

None

Swapnotes-¥ 5 yr./10 yr.

TIFFE

¥10,000,000

H, M, U, Z

9:00–11:30; 12:30–15:30; 15:30–18:00

.01 = ¥1,000

None

Swaps 5 yr.

CBT

$100,000

H, M, U, Z

7:20–14:00; electronic 19:05–16:00 (i)

½ of ¹/32 = $15.625

None

Swaps 10 yr.

CBT

$100,000

H, M, U, Z

7:20–14:00; electronic 19:03–16:00 (i)

1/32 = $31.25

None

Swaps-2yr.

CME

$500,000

H, M, U, Z

Globex 17:00–16:00 (d)

.01 = $25.00

Pls. consult exchange

Swaps-5 yr.

CME

$200,000

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.01 = $25.00

Pls. consult exchange

Swaps-10 yr.

CME

$100,000

H, M, U, Z

7:20–14:00; Globex 17:00–16:00 (d)

.01 = $25.00

Pls. consult exchange

Swaps 5 yr./10 yr.

TIFFE

¥10,000,000

H, M, U, Z

9:00-11:30; 12:30-15:30; 15:30-18:00

¥.01 = ¥ 1,000

None

30-day Fed. Funds

CBT

$5,000,000

All 12 months

7:20–14:00; electronic 19:01–16:00 (i)

.005 = $20.835

None

U.S. T-Bills 13-wk.

CME

$1,000,000

All 12 months

7:20–14:00; Globex 17:00–16:00 (d)

.005 = $12.50

None(Globex = 200 pts.)

U.S. T-Bonds-30 Yr.

CBT

$100,000

H, M, U, Z

7:20–14:00; electronic 19:00–16:00 (i)

¹/32 = $31.25

None

U.S. T-Bonds-30 Yr.

USEUREX

$100,000

H, M, U, Z

19:00–16:00 (i)

¹/32 = $31.25

None

U.S. T-Bonds-mini

CBT

$50,000

H, M, U, Z

electronic 19:00–16:00 (i)

1/32 = $15.625

None

U.S. T-Notes-10 Yr.

CBT

$100,000

H, M, U, Z

7:20–14:00; electronic 19:00–16:00 (i)

½ of ¹/32 = $15.625

None

U.S. T-Notes-10 Yr.

USEUREX

$100,000

H, M, U, Z

19:00–16:00 (i)

½ of ¹/32 = $15.625

None

U.S. T-Notes 10-Yr. mini

CBT

$50,000

H, M, U, Z

electronic 19:00–16:00 (i)

½ of ¹/32 = $7.8125

None

U.S. T-Notes-2 Yr.

CBT

$200,000

H, M, U, Z

7:20–14:00; electronic 19:01–16:00 (i)

¼ of ¹/32 = $15.625

None

U.S. T-Notes-2 Yr.

USEUREX

$200,000

H, M, U, Z

19:00–16:00 (i)

¼ of ¹/32 = $15.625

None

U.S. T-Notes-5 Yr.

CBT

$100,000

H, M, U, Z

7:20–14:00; electronic 19:00–16:00 (i)

½ of ¹/32 = $15.625

None

U.S. T-Notes-5 Yr.

USEUREX

$100,000

H, M, U, Z

19:00–16:00 (i)

½ of ¹/32 = $15.625

None


Months traded are F = Jan., G = Feb., H = Mar., J = Apr., K = May, M = Jun., N = Jul., Q = Aug., U = Sep., V = Oct., X = Nov., Z = Dec.

NOTES TO CONTRACT SPECIFICATIONS

(a) Expanded limits sometimes
(b) Certain transactions may be different. Pls consult exchg.
(c) During daylight savings time, evening hours are 20:00–23:00. 3:00–8:00 (9:00) traded on Dublin floor.
(d) GLOBEX hours are Mon.–Thurs. and 17:00–normal close on Sundays and holidays.
(e) ACCESS hours Monday–Thursday 15:15–9:30 and on Sundays 19:00–9:30
(f) Natural Gas futures and options will close at 14:45 on any futures termination day that falls on a Wednesday.
(g) ACCESS hours Monday – Thursday 13:45–9:00 and on Sundays 19:00–9:00
(h) ACCESS hours Monday–Thursday 14:00–8:00; Friday 14:00–16:30; and on Sundays 19:00–8:00 except for Aluminum, which closes at 7:40 for all overnight sessions.
(i) Electronic hours Sun.–Friday
(j) Below 95¢/lb. Prices at or above 95¢/lb.: .05¢/lb. = $25.00
(k) Trading suspended at 11:58, with a Closing Call at 12:00 noon, or if delayed, at 12:10.
(l) On the Last Trading Day for any contract all contracts will close at 3:15PM.
(m) Times shown for Mon.–Thurs.; Sundays, 19:00–9:30; Fridays 10:00–14:30
(p) 17:10–7:00 during U.S. daylight savings time
(s) On half-day holidays: 9:00–11:10
(t) 0.5 pts. = ¥500.00 for prices over 5 pts.; 0.1 pts. = ¥100.00 for prices lessthan 5 pts.
(u) Trading on all series options stops when corresponding futures are locked limit-up or -down.
(w) Trading ceases when corresponding futures are limit bid/offered.
(x) GLOBEX Hours Mon–Thurs.; 17:00-normal close on Sundays and holidays.
(y) GLOBEX Hours CST: 2:00–15:15; 15:30–16:30 CDT: 3:00–15:15; 15:30–16:30; 17:00–18:00
(z) Market-making hours: 10:00–11:40; 12:00–13:00; 15:30–16:30; 17:00–17:30; Ring trading hours are followed by a two-minute interval/extension.